+172.5%
VEA vs UDR
+242.9%
-70.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | +1.9% | -2.1% | +3.9% | +2.6% |
| 30D | +0.8% | -5.6% | +6.4% | +2.8% |
| 3M | +5.7% | -5.8% | +11.5% | +7.6% |
| 6M | +13.3% | -1.1% | +14.4% | +13.2% |
| YTD | +18.4% | +1.6% | +16.8% | +16.9% |
| 1Y | +27.0% | -2.7% | +29.6% | +27.1% |
| 3Y | +79.3% | +6.3% | +73.0% | +71.6% |
| 5Y | +62.1% | -19.3% | +81.5% | +69.2% |
| 10Y | +160.3% | +46.0% | +114.3% | +109.3% |
| All | +172.5% | +242.9% | -70.3% | +41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UDR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling